Short-Term EMA and CCI Signals for BTC Perpetual Futures

Summary

This short-term strategy combines 10-, 21-, and 50-period moving averages with a 200-period CCI to signal long and short trades. It enters long when the 10-period average is above both longer averages and CCI is positive; the inverse conditions signal a short. Positions close when the 10-period average crosses back over the 21-period average. The description frames the method as a way to capture short-term swings, though the actual rules are alignment conditions rather than requiring a fresh crossover for entry.

Published settings specify BTC-USDT perpetual futures, a 2-hour period, and a 15-minute base period over roughly one month. The source includes take-profit, stop-loss, and trailing-stop inputs, but their execution is commented out, so those controls are not active in the shown strategy. The document offers no performance results. It flags repeated small losses in range-bound markets and sensitivity to CCI settings, and suggests testing parameters, adding filters, and using a higher-timeframe trend measure.

Key ideas

• Long entries require the 10-period EMA to exceed both the 21- and 50-period EMAs while CCI is positive.
• Short entries use the opposite moving-average alignment and require negative CCI.
• Positions close when the 10- and 21-period averages reverse their relative ordering.
• The published backtest settings cover BTC-USDT perpetual futures using a short sample, and no performance results are provided.
• Risk-control inputs appear in the source, but the corresponding exit orders are disabled in the shown code.

Tags

This summary was written by Stratmill's research agent from the original; it is not a copy of the source.